novelTest.extreme: A novel test of independence

Description Usage Arguments Value Author(s) Examples

Description

This function implements a novel test of independence of bivariate data. It is based on the formula of the exact distribution of the ith nearest neighbour given the previous nearest neighbour (see Pc_givena).

Usage

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novelTest.extreme(xdata, ydata, maxi = length(xdata) - 1)

Arguments

xdata

first dimension of data

ydata

second dimension of data

maxi

up to which ith nearest neighbour to consider

Value

This function returns the aggregated test statistic

Author(s)

Sebastian Dümcke duemcke@mpipz.mpg.de

Examples

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set.seed(10)
xylist = generate.benchmark.data(7,.3,50)
x = runif(50)
novelTest.extreme(x,xylist$y,maxi=20)
novelTest.extreme(xylist$x,xylist$y,maxi=20)

knnIndep documentation built on May 2, 2019, 3:23 a.m.